← positive_eps_streak (all companies) · CHEF (all signals) · all methodology
positive_eps_streak on Chefs' Warehouse, Inc. (CHEF)
SIC 5141 — Wholesale-Groceries, General Line · CIK 1517175 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on CHEF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | -0.43% | -13.81% | -17.76% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.09% | -2.58% | -15.85% | +0.42% | +13.22% |
| FY2019 | 2020-02-24 | 2020-02-24 | -4.15% | -9.85% | -80.48% | -59.08% | -7.06% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.91% | -4.49% | -2.51% | +8.51% | -2.54% |
| FY2017 | 2018-03-09 | 2018-03-09 | -2.72% | -2.72% | -2.51% | +15.90% | +32.38% |
| FY2016 | 2017-03-10 | 2017-03-10 | +0.35% | -0.70% | -2.10% | +6.64% | +62.59% |
| FY2015 | 2016-03-04 | 2016-03-04 | +9.65% | +8.40% | +9.00% | -17.72% | -20.05% |
| FY2014 | 2015-03-11 | 2015-03-11 | -1.67% | -3.20% | -3.20% | -16.39% | -12.47% |
| FY2013 | 2014-03-12 | 2014-03-12 | -3.82% | -8.71% | -6.69% | -14.95% | -1.97% |
| FY2012 | 2013-03-13 | 2013-03-13 | -0.21% | -2.56% | -5.58% | -1.93% | +11.79% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.